+1.3%
GFS vs KNX
+30.8%
-29.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.9% |
| 7D | +3.8% | -5.6% | +9.4% | +6.8% |
| 30D | -11.7% | -4.4% | -7.3% | -9.8% |
| 3M | -41.8% | -17.3% | -24.4% | -36.2% |
| 6M | +6.6% | +22.6% | -16.0% | -4.8% |
| YTD | +34.6% | +31.1% | +3.5% | +14.6% |
| 1Y | +46.2% | +60.2% | -14.1% | +10.1% |
| 3Y | -20.3% | +35.8% | -56.1% | -36.9% |
| All | +1.3% | +30.8% | -29.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling